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2018 Stable cylindrical Lévy processes and the stochastic Cauchy problem
Markus Riedle
Electron. Commun. Probab. 23: 1-12 (2018). DOI: 10.1214/18-ECP134

Abstract

In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha $-stable cylindrical Lévy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.

Citation

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Markus Riedle. "Stable cylindrical Lévy processes and the stochastic Cauchy problem." Electron. Commun. Probab. 23 1 - 12, 2018. https://doi.org/10.1214/18-ECP134

Information

Received: 1 June 2017; Accepted: 26 April 2018; Published: 2018
First available in Project Euclid: 7 June 2018

zbMATH: 1394.60071
MathSciNet: MR3812068
Digital Object Identifier: 10.1214/18-ECP134

Subjects:
Primary: 47D06, 60G20, 60G52, 60H15

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